Distributed State Fusion Kalman Predictor Based on WLS Algorithm

Based on the weighted least square (WLS) algorithm, a unified multisensor distributed state fusion estimation criterion is presented in this paper, which includes the optimal weighted fusion algorithms weighted by matrices, scalars and diagonal matrices as the special cases. Furthermore, the corresponding optimal distributed state fusion Kalman predictor is presented for the multisensor linear discrete time-varying stochastic control systems with different measurement matrices and correlated noises. A simulation example for a tracking system with 3-sensor shows its effectiveness.